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"Backward stochastic difference equations for dynamic convex risk measures ..."

Robert J. Elliott, Tak Kuen Siu, Samuel N. Cohen (2015)

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DOI: 10.1017/S0021900200113427

access: closed

type: Journal Article

metadata version: 2020-04-16

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Robert J. Elliott, Tak Kuen Siu, Samuel N. Cohen:
Backward stochastic difference equations for dynamic convex risk measures on a binomial tree. J. Appl. Probab. 52(3): 771-785 (2015)

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